Konstantinos Gkionis

UBS

FX Options Quant Trading

5 Broadgate

London , EC2M 2QS

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

733

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Capital Structure and Financial Flexibility: Expectations of Future Shocks

Number of pages: 62 Posted: 21 Sep 2014 Last Revised: 29 Jan 2019
Costas Lambrinoudakis, George S. Skiadopoulos and Konstantinos Gkionis
University of Leeds - Leeds University Business School (LUBS), Queen Mary, University of London, School of Economics and Finance and UBS
Downloads 350 (102,112)
Citation 1

Abstract:

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Capital structure, Financial flexibility, Options, Risk-neutral volatility, Risk-neutral kurtosis

2.

Positive Stock Information in Out-of-the-Money Option Prices

Number of pages: 78 Posted: 06 Jun 2017 Last Revised: 06 Mar 2021
UBS, University of Liverpool Management School, Queen Mary, University of London, School of Economics and Finance and University of Manchester - Manchester Business School
Downloads 273 (133,932)

Abstract:

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Option-Implied Information, Price Discovery, Risk-Neutral Skewness, Stock Underpricing, Downside Risk

3.

Manifestations of Political Uncertainty around US Presidential Elections: Cross-Sectional Evidence from the Option Market

Number of pages: 68 Posted: 07 Jun 2019
University of Liverpool Management School, UBS and The University of Manchester - Alliance Manchester Business School
Downloads 110 (292,617)

Abstract:

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Political Uncertainty; US Presidential Election; Firm Risk and Return; Trading Activity; Dispersion of Beliefs; Option-Implied Information